CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 1.3860 1.3962 0.0102 0.7% 1.3808
High 1.3887 1.4094 0.0207 1.5% 1.3990
Low 1.3822 1.3962 0.0140 1.0% 1.3753
Close 1.3861 1.4074 0.0213 1.5% 1.3947
Range 0.0065 0.0132 0.0067 103.1% 0.0237
ATR 0.0126 0.0133 0.0008 6.1% 0.0000
Volume 13 11 -2 -15.4% 235
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4439 1.4389 1.4147
R3 1.4307 1.4257 1.4110
R2 1.4175 1.4175 1.4098
R1 1.4125 1.4125 1.4086 1.4150
PP 1.4043 1.4043 1.4043 1.4056
S1 1.3993 1.3993 1.4062 1.4018
S2 1.3911 1.3911 1.4050
S3 1.3779 1.3861 1.4038
S4 1.3647 1.3729 1.4001
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4608 1.4514 1.4077
R3 1.4371 1.4277 1.4012
R2 1.4134 1.4134 1.3990
R1 1.4040 1.4040 1.3969 1.4087
PP 1.3897 1.3897 1.3897 1.3920
S1 1.3803 1.3803 1.3925 1.3850
S2 1.3660 1.3660 1.3904
S3 1.3423 1.3566 1.3882
S4 1.3186 1.3329 1.3817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4094 1.3806 0.0288 2.0% 0.0101 0.7% 93% True False 41
10 1.4160 1.3753 0.0407 2.9% 0.0117 0.8% 79% False False 27
20 1.4282 1.3753 0.0529 3.8% 0.0094 0.7% 61% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4655
2.618 1.4440
1.618 1.4308
1.000 1.4226
0.618 1.4176
HIGH 1.4094
0.618 1.4044
0.500 1.4028
0.382 1.4012
LOW 1.3962
0.618 1.3880
1.000 1.3830
1.618 1.3748
2.618 1.3616
4.250 1.3401
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 1.4059 1.4035
PP 1.4043 1.3997
S1 1.4028 1.3958

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These figures are updated between 7pm and 10pm EST after a trading day.

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